Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4791	3.10
$α$	0.1392	6.90
$β$	0.7886	28.63
$γ_{1}$	-0.0299	-0.15
$γ_{2}$	-0.0377	-0.12
$γ_{3}$	0.2227	1.25
$γ_{4}$	-0.1930	-1.55
$γ_{5}$	-0.0787	-0.56
$γ_{6}$	0.2823	1.88
$γ_{7}$	-0.2667	-2.07
$γ_{8}$	0.2335	1.79
$γ_{9}$	-0.2422	-1.86
$γ_{10}$	0.1183	1.25

V-Lab

Matsumoto Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:213.72% (-26.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Matsumoto Inc Analyses